Theories that use expected utility maximization to evaluate acts have difficulty handling cases with infinitely many utility contributions. In this paper I present and motivate a way of modifying such theories to deal with these cases, employing what I call “Direct Difference Taking”. This proposal has a number of desirable features: it’s natural and well-motivated, it satisfies natural dominance intuitions, and it yields plausible prescriptions in a wide range of cases. I then compare my account to the most plausible alternative, a proposal offered by Arntzenius :31–58, 2014). I argue that while Arntzenius’s proposal has many attractive features, it runs into a number of problems which Direct Difference Taking avoids.